+48.7%
ROL vs ZM
+53.5%
-4.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.1% | +0.4% | +2.4% |
| 7D | +3.0% | +11.0% | -8.1% | +2.1% |
| 30D | +19.8% | +5.6% | +14.1% | +19.1% |
| 3M | +7.9% | -9.1% | +17.0% | +8.5% |
| 6M | -25.6% | -2.6% | -23.1% | -25.8% |
| YTD | -34.1% | +15.7% | -49.8% | -35.5% |
| 1Y | -31.4% | +18.8% | -50.1% | -33.0% |
| 3Y | +4.7% | +62.2% | -57.5% | -1.1% |
| 5Y | +15.6% | -60.9% | +76.5% | +19.0% |
| All | +48.7% | +53.5% | -4.8% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ZM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling